-5.7%
CPRT vs MDB
-28.4%
+22.7%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +1.0% |
| 7D | +2.2% | -17.4% | +19.7% | +5.0% |
| 30D | +16.6% | -2.0% | +18.7% | +16.4% |
| 3M | +9.6% | -3.0% | +12.6% | +9.1% |
| 6M | -11.1% | +48.7% | -59.8% | -18.1% |
| YTD | -13.9% | -12.1% | -1.7% | -14.5% |
| 1Y | -32.5% | +14.5% | -47.0% | -36.3% |
| 3Y | -25.0% | -6.1% | -18.9% | -30.8% |
| All | -5.7% | -28.4% | +22.7% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MDB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling